+38.5%
F vs MET
+1,300.1%
-1,261.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.2% |
| 7D | +5.3% | +1.2% | +4.2% | +4.7% |
| 30D | +4.6% | +1.4% | +3.2% | +3.7% |
| 3M | -3.7% | +17.7% | -21.4% | -11.2% |
| 6M | +16.8% | +35.0% | -18.2% | +0.7% |
| YTD | +15.3% | +26.3% | -11.0% | +2.3% |
| 1Y | +31.0% | +22.8% | +8.2% | +17.5% |
| 3Y | +45.4% | +65.9% | -20.5% | +12.4% |
| 5Y | +54.7% | +85.4% | -30.7% | +14.1% |
| 10Y | +98.2% | +253.7% | -155.5% | +7.0% |
| All | +38.5% | +1,300.1% | -1,261.7% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MET wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling